Quantum diffusion of prices and profits

Physica A: Statistical Mechanics and its Applications

Volumn 345, Issue 1-2, 2005, Pages 185-195

  Piotrowski, Edward W ^a   Sładkowski, Jan ^b  

^a UNIVERSITY OF BIALYSTOK   (Poland)

^b UNIVERSITY OF SILESIA   (Poland)

Author keywords

Bachelier model; Econophysics; Ornstein Uhlenbeck process; Quantum games

Indexed keywords

BROWNIAN MOVEMENT; FINANCE; GAME THEORY; MARKETING; PROBABILITY DISTRIBUTIONS; RAYLEIGH FADING; RISK ASSESSMENT; THERMODYNAMICS;

BACHELIER MODEL; ECONOPHYSICS; ORNSTEIN-UHLENBECK PROCESS; QUANTUM GAMES;

QUANTUM THEORY;

EID: 8344241201     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(04)00979-3     Document Type: Review

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